+32.7%
BROS vs MOD
+148.6%
-115.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +9.9% | -3.2% | +4.9% |
| 7D | -17.9% | -13.9% | -4.0% | -16.2% |
| 30D | -5.4% | -41.5% | +36.2% | +2.9% |
| 3M | -32.1% | -45.7% | +13.7% | -25.6% |
| 6M | -31.7% | -61.1% | +29.4% | -21.8% |
| YTD | -41.2% | -20.5% | -20.7% | -42.7% |
| 1Y | -32.6% | -32.1% | -0.5% | -32.6% |
| 3Y | +32.7% | +146.5% | -113.8% | -30.0% |
| All | +32.7% | +148.6% | -115.9% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling